Ding-Geng Chen,Haipeng Gao,Chuanshu Ji et al.
Ding-Geng Chen et al.
This paper revitalizes the investigation of the classical cusp catastrophe model in catastrophe theory and tackles the unsolved statistical inference problem concerning stochastic cusp differential equation. This model is challenging becaus...
Testing fractional unit roots with non-linear smooth break approximations using Fourier functions [0.03%]
使用傅立叶函数测试分段平稳的单位根
Luis A Gil-Alana,OlaOluwa S Yaya
Luis A Gil-Alana
In this paper, we present a testing procedure for fractional orders of integration in the context of non-linear terms approximated by Fourier functions. The test statistic has an asymptotic standard normal distribution and several Monte Car...
J M Muñoz-Pichardo,R Pino-Mejías,J García-Heras et al.
J M Muñoz-Pichardo et al.
We propose a new technique for the study of multivariate count data. The proposed model is applied to the study of the number of individuals several fossil species found in a set of geographical observation points. First, we are proposing a...
On the performance of the variance ratio unit root tests with flexible Fourier form [0.03%]
含傅立叶形式的方差比单位根检验性能分析
Burak A Erog Lu,Selim Yıldırım
Burak A Erog Lu
This article introduces a new unit root test that combines the variance ratio framework with the Flexible Fourier Form under the generalized least squares detrending mechanism. The advantage of the proposed method against its alternatives c...
Asuman Yılmaz,Mahmut Kara,Onur Özdemir
Asuman Yılmaz
The extreme value distribution was developed for modeling extreme-order statistics or extreme events. In this study, we discuss the distribution of the largest extreme. The main objective of this paper is to determine the best estimators of...
Atacan Erdiş,M Akif Bakir,Muhammed I Jaiteh
Atacan Erdiş
Classical Empirical Mode Decomposition (EMD) is a data-driven method used to analyze non-linear and non-stationary time series data. Besides being an adaptable method by its nature, EMD assumes that every data consists of oscillations of th...
Atif Evren,Elif Tuna,Erhan Ustaoglu et al.
Atif Evren et al.
This study intends to provide a new insight into the concentration and dominance indices as the concerns grow about the increasing concentration in the markets around the world. Most of the studies attempting to measure concentration or dom...
Minimizing the expected value of the asymmetric loss function and an inequality for the variance of the loss [0.03%]
非对称损失函数的期望值最小化以及损失方差的一个不等式
Naoya Yamaguchi,Yuka Yamaguchi,Ryuei Nishii
Naoya Yamaguchi
The coefficients of regression are usually estimated for minimization problems with asymmetric loss functions. In this paper, we rather correct predictions so that the prediction error follows a generalized Gaussian distribution. In our met...
Understanding students' evaluations of professors using non-negative matrix factorization [0.03%]
用非负矩阵分解理解学生对教授的评价
Necla Gündüz,Ernest Fokoué
Necla Gündüz
In this paper, we use Nonnegative Matrix Factorization (NMF) and several other state of the art statistical machine learning techniques to provide an in-depth study of university professor evaluations by their students. We specifically use ...
Fatma Yerlikaya-Özkurt,Pakize Taylan,Müjgan Tez
Fatma Yerlikaya-Özkurt
A useful model for data analysis is the partially nonlinear model where response variable is represented as the sum of a nonparametric and a parametric component. In this study, we propose a new procedure for estimating the parameters in th...